"Nonparametric
Test for a Constant Beta between Ito Semimartingales
based on High-Frequency Data ", with Markus Reiss and George
Tauchen, accepted for publication in Stochastic
Processes and their Applications. [paper]

"Limit
Theorems for the Empirical Distribution Function of Scaled Increments of Ito Semimartingales at High Frequencies", with George
Tauchen, Annals of Applied Probability,
24,pp 1850-1888, 2014. [paper]